Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20.11.2024 1.08% 0.98 CHF 0.99 CHF 75'000 75'000 63'199 52'693 60'517 CHF 51'069 CHF 99.61% 99.61%
19.11.2024 1.05% 0.98 CHF 0.99 CHF 75'000 75'000 58'777 52'699 58'077 CHF 52'745 CHF 99.53% 99.53%
18.11.2024 1.07% 0.96 CHF 0.97 CHF 75'000 75'000 63'198 52'686 60'353 CHF 50'831 CHF 99.62% 99.62%
15.11.2024 0.95% 1.04 CHF 1.05 CHF 100'000 100'000 60'756 58'124 64'416 CHF 62'136 CHF 98.71% 98.71%
14.11.2024 1.05% 1.05 CHF 1.06 CHF 75'000 75'000 60'743 53'530 60'680 CHF 54'234 CHF 84.07% 84.07%
13.11.2024 1.22% 0.89 CHF 0.90 CHF 75'000 75'000 65'289 53'409 55'582 CHF 46'079 CHF 97.09% 97.09%
12.11.2024 1.33% 0.86 CHF 0.87 CHF 75'000 75'000 71'026 52'726 57'602 CHF 43'476 CHF 99.48% 99.48%
11.11.2024 1.71% 0.63 CHF 0.64 CHF 80'000 75'000 81'624 52'682 51'764 CHF 33'906 CHF 99.64% 99.64%
08.11.2024 1.86% 0.56 CHF 0.57 CHF 90'000 25'000 90'666 24'866 52'273 CHF 14'620 CHF 58.86% 58.86%
07.11.2024 1.92% 0.47 CHF 0.55 CHF 110'000 50'000 92'216 45'889 52'059 CHF 26'307 CHF 63.03% 88.23%

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